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Description
resampling methods to add:
- time series holdout
- time series rolling window cross-validation
- time series expanding window cross-validation
further todos:
- documentation for holdout
- documentation for cross-validation
Notes:
- perhaps split cross-validation into expanding/rolling window and sliding/fixed window cross validation since both are in forecast_cv
- the current implementation is based on sorting the ids of the task, will have to see if this logic holds otherwise I see two options: either the user is on his own and data is already sorted or better sort the data based on the date column, perhaps as well on a key index in case that will be supported. Perhaps only support this in the
as_task_fcst()
functions and no the more low level once.
PR of old mlr3 implementation that is based on an ordered task with date column: mlr-org/mlr3#633
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